You'd use 'these' for the first time you mention the keys, or to distinguish between two different sets of keys. For example:
Are these your keys?
No, they're not. Those are on a red key ring.
So which ones are yours, then?
THESE are mine. Look - they're on a blue key ring.
In your example, we're not differentiating between one set of keys and another. We have already established which keys we are talking about, so the only correct form is 'They'.